ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113-020 |
112-040 |
-0-300 |
-0.8% |
111-292 |
High |
113-175 |
112-185 |
-0-310 |
-0.9% |
113-175 |
Low |
112-100 |
111-062 |
-1-038 |
-1.0% |
111-197 |
Close |
112-237 |
112-160 |
-0-077 |
-0.2% |
112-237 |
Range |
1-075 |
1-123 |
0-048 |
12.2% |
1-298 |
ATR |
0-187 |
0-209 |
0-022 |
11.8% |
0-000 |
Volume |
546,169 |
795,115 |
248,946 |
45.6% |
2,291,145 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-078 |
115-242 |
113-084 |
|
R3 |
114-275 |
114-119 |
112-282 |
|
R2 |
113-152 |
113-152 |
112-241 |
|
R1 |
112-316 |
112-316 |
112-201 |
113-074 |
PP |
112-029 |
112-029 |
112-029 |
112-068 |
S1 |
111-193 |
111-193 |
112-119 |
111-271 |
S2 |
110-226 |
110-226 |
112-079 |
|
S3 |
109-103 |
110-070 |
112-038 |
|
S4 |
107-300 |
108-267 |
111-236 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-137 |
117-165 |
113-257 |
|
R3 |
116-159 |
115-187 |
113-087 |
|
R2 |
114-181 |
114-181 |
113-030 |
|
R1 |
113-209 |
113-209 |
112-294 |
114-035 |
PP |
112-203 |
112-203 |
112-203 |
112-276 |
S1 |
111-231 |
111-231 |
112-180 |
112-057 |
S2 |
110-225 |
110-225 |
112-124 |
|
S3 |
108-247 |
109-253 |
112-067 |
|
S4 |
106-269 |
107-275 |
111-217 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-148 |
2.618 |
116-065 |
1.618 |
114-262 |
1.000 |
113-308 |
0.618 |
113-139 |
HIGH |
112-185 |
0.618 |
112-016 |
0.500 |
111-284 |
0.382 |
111-231 |
LOW |
111-062 |
0.618 |
110-108 |
1.000 |
109-259 |
1.618 |
108-305 |
2.618 |
107-182 |
4.250 |
105-099 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-094 |
112-146 |
PP |
112-029 |
112-132 |
S1 |
111-284 |
112-118 |
|